ECBOT 5 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
119-112 |
119-017 |
-0-095 |
-0.2% |
120-065 |
| High |
119-112 |
119-030 |
-0-082 |
-0.2% |
120-085 |
| Low |
119-002 |
118-290 |
-0-032 |
-0.1% |
118-257 |
| Close |
119-052 |
118-305 |
-0-067 |
-0.2% |
119-025 |
| Range |
0-110 |
0-060 |
-0-050 |
-45.5% |
1-148 |
| ATR |
0-125 |
0-122 |
-0-003 |
-2.5% |
0-000 |
| Volume |
11,102 |
5,126 |
-5,976 |
-53.8% |
240,168 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-175 |
119-140 |
119-018 |
|
| R3 |
119-115 |
119-080 |
119-002 |
|
| R2 |
119-055 |
119-055 |
118-316 |
|
| R1 |
119-020 |
119-020 |
118-310 |
119-008 |
| PP |
118-315 |
118-315 |
118-315 |
118-309 |
| S1 |
118-280 |
118-280 |
118-300 |
118-268 |
| S2 |
118-255 |
118-255 |
118-294 |
|
| S3 |
118-195 |
118-220 |
118-288 |
|
| S4 |
118-135 |
118-160 |
118-272 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-246 |
122-284 |
119-282 |
|
| R3 |
122-098 |
121-136 |
119-154 |
|
| R2 |
120-270 |
120-270 |
119-111 |
|
| R1 |
119-308 |
119-308 |
119-068 |
119-215 |
| PP |
119-122 |
119-122 |
119-122 |
119-076 |
| S1 |
118-160 |
118-160 |
118-302 |
118-067 |
| S2 |
117-294 |
117-294 |
118-259 |
|
| S3 |
116-146 |
117-012 |
118-216 |
|
| S4 |
114-318 |
115-184 |
118-088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-182 |
118-257 |
0-245 |
0.6% |
0-118 |
0.3% |
20% |
False |
False |
11,703 |
| 10 |
120-085 |
118-257 |
1-148 |
1.2% |
0-112 |
0.3% |
10% |
False |
False |
141,737 |
| 20 |
120-090 |
118-257 |
1-153 |
1.2% |
0-117 |
0.3% |
10% |
False |
False |
524,262 |
| 40 |
120-287 |
118-257 |
2-030 |
1.8% |
0-120 |
0.3% |
7% |
False |
False |
589,708 |
| 60 |
120-292 |
118-257 |
2-035 |
1.8% |
0-119 |
0.3% |
7% |
False |
False |
574,228 |
| 80 |
120-292 |
118-092 |
2-200 |
2.2% |
0-126 |
0.3% |
25% |
False |
False |
570,130 |
| 100 |
120-292 |
118-092 |
2-200 |
2.2% |
0-119 |
0.3% |
25% |
False |
False |
456,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-285 |
|
2.618 |
119-187 |
|
1.618 |
119-127 |
|
1.000 |
119-090 |
|
0.618 |
119-067 |
|
HIGH |
119-030 |
|
0.618 |
119-007 |
|
0.500 |
119-000 |
|
0.382 |
118-313 |
|
LOW |
118-290 |
|
0.618 |
118-253 |
|
1.000 |
118-230 |
|
1.618 |
118-193 |
|
2.618 |
118-133 |
|
4.250 |
118-035 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-000 |
119-041 |
| PP |
118-315 |
119-022 |
| S1 |
118-310 |
119-004 |
|